Search found 7 matches

by Salamander
Mon Aug 13, 2007 2:21 pm
Forum: Brokers
Topic: Wisdom Financial
Replies: 11
Views: 14937

Wisdom Financial

I have been using Zachary Oxman as the broker for my fund since its inception in September 2006, and have traded personally with him since mid-2005. I would enthusiastically recommend him. He is thorough, skilled, and trustworthy.
by Salamander
Sat Nov 12, 2005 9:26 am
Forum: Testing and Simulation
Topic: Contract Rollover Slippage
Replies: 1
Views: 2214

Contract Rollover Slippage

Guys: Roughly, what kind of % slippage do you think is conservative to use in backtesting for a portfolio trading pretty large contract lots? Thanks.
by Salamander
Thu Nov 10, 2005 3:38 pm
Forum: Testing and Simulation
Topic: Symmetrical vs. Non-Symmetrical System / Robustness
Replies: 6
Views: 4603

Symmetrical vs. Non-Symmetrical System / Robustness

Guys: Theoretically, is it supposed to be the case that a system in which your rules for long entry are identical to those for short entry should in the long run be more robust than one in which you tweak the rules a little? For example, I have test results showing a nice improvement in backtesting ...
by Salamander
Tue Jul 19, 2005 11:17 am
Forum: Testing and Simulation
Topic: Contract Liquidity when testing
Replies: 1
Views: 1961

Contract Liquidity when testing

When testing systems, what kind of parameters do you guys use for limits on % of contract volume, minimum # of contracts traded, etc.? Obviously it depends on the size of the account, but you get the jist of the question. Thanks.
by Salamander
Tue May 24, 2005 11:27 am
Forum: Testing and Simulation
Topic: Backtesting question
Replies: 3
Views: 2924

Backtesting question

Could someone please explain to me the following phenomenon I've noticed when testing systems: If I settle on a given set of parameters, etc. for a system and backtest it from, for example, 1990-2005, I get one set of results. Then, if I keep all parameters, etc. exactly the same and change only the...
by Salamander
Wed Feb 09, 2005 5:37 pm
Forum: Testing and Simulation
Topic: MAR Ratio, etc.
Replies: 12
Views: 12907

MAR Ratio, etc.

Thanks Roscoe. :shock:
by Salamander
Wed Feb 09, 2005 12:24 pm
Forum: Testing and Simulation
Topic: MAR Ratio, etc.
Replies: 12
Views: 12907

MAR Ratio, etc.

Hi, people. I have recently discovered the whole philosophy of trend following and am very excited about making a monumental shift in my trading from long-biased, fundamentally driven to methodical and systematic. Anyway, I have a dumb question due to my novice level: what is the MAR ratio? Also, I ...